Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267777.0948 | 175311.0559 | 92466.0389 | 595164.5682 | 569561.9171 | 25602.651 |
Total P&L (%) | 267.7771 | 175.3111 | 92.466 | 595.1646 | 569.5619 | 25.6027 |
Avg Daily Profit (%) | 0.5141 | 0.3366 | 0.1775 | 0.373 | 0.3657 | 0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48549 | -27126 | -41063 | -442791 | -153029 | -380989 |
Profit Factor | 1.6944 | 2.0511 | 1.4226 | 1.2786 | 1.652 | 1.0203 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 44.086 | 44.086 | 44.086 | 44.086 | 44.086 | 44.086 |
Ratio Avg Win / Avg Loss | 2.1491 | 2.6014 | 1.8043 | 1.6216 | 2.0952 | 1.294 |
Largest Winning Trade | 54405 | 54405 | 27547 | 314068 | 314068 | 194897 |
Largest Losing Trade | -21021 | -10070 | -21021 | -116902 | -73754 | -116902 |
Avg Bars in Trades | 132 | 128 | 136 | 132 | 128 | 136 |
Avg Bars in Winners | 205 | 201 | 209 | 205 | 201 | 209 |
Avg Bars in Losers | 75 | 71 | 78 | 75 | 71 | 78 |
Bars Traded | 24658 | 11990 | 12669 | 24658 | 11990 | 12669 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418386 | 342461 | 223152 | 312676 | 338703 | -339341 |
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714120200000, "first_datapoint_time": 1714514400000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759119513062, "expiration_time": 1765598400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 142, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 267777.0947864576, 175311.0559205651, 92466.0388658924, 595164.5681681978, 569561.9171296299, 25602.6510385681 ], [ 267.777095, 175.311056, 92.466039, 595.164568, 569.561917, 25.602651 ], [ 0.514135, 0.336599, 0.177536, 0.37298, 0.365749, 0.043777 ], [ 10, 10, 10, 10, 10, 10 ], [ -48549, -27126, -41063, -442791, -153029, -380989 ], [ 1.694443, 2.05107, 1.422592, 1.278563, 1.651959, 1.020272 ], [ 186, 93, 93, 186, 93, 93 ], [ 82, 41, 41, 82, 41, 41 ], [ 104, 52, 52, 104, 52, 52 ], [ 44.086022, 44.086022, 44.086022, 44.086022, 44.086022, 44.086022 ], [ 2.14905, 2.601357, 1.804263, 1.621592, 2.095167, 1.294004 ], [ 54405, 54405, 27547, 314068, 314068, 194897 ], [ -21021, -10070, -21021, -116902, -73754, -116902 ], [ 132, 128, 136, 132, 128, 136 ], [ 205, 201, 209, 205, 201, 209 ], [ 75, 71, 78, 75, 71, 78 ], [ 24658, 11990, 12669, 24658, 11990, 12669 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418386, 342461, 223152, 312676, 338703, -339341 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714120200000, "first_datapoint_time": 1714514400000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759119513062, "expiration_time": 1765598400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 142, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|